Help a clueless guy buy some pedals and a synth.

[gunnels]

So I've been pretty much exclusively a classical piano kinda person for the last eleven years, so I'm pretty lost when it comes to effects pedals and synthesizers. Basically all I want to do is have some fun at home and produce some huge, fuzzy, thunderous, or otherwise interesting timbres.

Just for context, I currently own a Casio Privia PX-700 digital piano, which is MIDI capable so I believe it can control a synthesizer. I also have a GK Backline 112 bass amplifier.
I would like to get a synth, distortion pedal, and wah pedal at least. If I have enough left over I'd also like to get a delay or phaser. So, if anybody has recommendations of "most bang for your buck" kind of equipment, I would greatly appreciate it. Thank ya!

Currently, I'm thinking of getting the Korg Volca Keys. It seems to be a hell of a lot of fun for $150. Maybe even a Moog Theremini.

[Xurtio]

My experience is severely limited, but our band used a MicroKorg and it's proven sufficient so far. The keyboard is smaller than the standard size, but you can make a lot of adjustments to the shape of your sounds live (attach/release/sustain/release, etc) so unless you're set on playing with two hands, you don't necissarily need a wah wah pedal, since you can do that modulation on the synth itself (but it takes one hand).